Mid-session IV Report August 24, 2021

Mid-session IV Report August 24, 2021

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: JWN URBN EXPR CRM HYLN CLDR ACIC KSU STX IPOD

Popular stocks with increasing volume: PFE F TSLA JD ABNB PLTR CCL BIDU UBER NIO PDD RBLX

China option IV ticks lower as shares rally sharply

Alibaba (BABA) August weekly call option implied volatility is at 67, September is at 51; compared to its 52-week range of 24 to 56 as shares rally 7%. Call put ratio 2.8 calls to 1 put.

NIO (NIO) 30-day option implied volatility is at 58; compared to its 52-week range of 55 to 156 as shares rally 2.7%.

JD.com (JD) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 63 as shares rally 12%.

Vipshop (VIPS) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 131 as shares rally 10%.

NetEase (NTES) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 61 as shares rally 8%.

Baidu.com (BIDU) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 85. Call put ratio 3.8 calls to 1 put as shares rally 7%.

iQIYI (IQ) 30-day option implied volatility is at 68; compared to its 52-week range of 46 to 180 Call put ratio 4.8 calls to 1 put as shares rally 6%.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 85 as shares rally 5.8%.

Huazhu Group (HTHT) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 59 as shares rally 4.8%.

Li Auto (LI) 30-day option implied volatility is at 68; compared to its 52-week range of 60 to 178. Call put ratio 3.6 calls to 1 put.

Pinduoduo (PDD) 30-day option implied volatility is at 65; compared to its 52-week range of 43 to 85 as shares rally 15%.

DiDi Global (DIDI) 30-day option implied volatility is at 104; compared to its 52-week range of 79 to 160 as shares rally 8.6%.

Option IV into quarter results and outlook

Intuit (INTU) August weekly call option implied volatility is at 49, September is at 25; compared to its 52-week range of 20 to 45 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 1.4 puts.

Nordstrom (JWN) August weekly call option implied volatility is at 140, September is at 67; compared to its 52-week range of 45 to 105 into the expected release of quarter results today after the bell.

Toll Brother (TOL) August weekly call option implied volatility is at 85, September is at 43; compared to its 52-week range of 30 to 66 into the expected release of quarter results today after the bell.

Urban Outfitter (URBN) August weekly call option implied volatility is at 152, September is at 63; compared to its 52-week range of 40 to 89 into the expected release of quarter results today after the bel. Call put ratio 1.1 calls to 1 put.

Snowflake (SNOW) August weekly call option implied volatility is at 109, September is at 57; compared to its 52-week range of 40 to 100 into the expected release of quarter results after the bell on August 25. Call put ratio 2.7 calls to 1 put as shares rally 2.6%.

Dicks Sporting Goods (DKS) August weekly call option implied volatility is at 118, September is at 56; compared to its 52-week range of 32 to 68 into the expected release of quarter results on before the bell on August 25.

Express (EXPR) August weekly call option implied volatility is at 233, September is at 135; compared to its 52-week range of 104 to 606 into the expected release of quarter results on before the bell on August 25. Call put ratio 2.9 calls to 1 put.

NetApp (NTAP) August weekly call option implied volatility is at 75, September is at 37; compared to its 52-week range of 24 to 60 into the expected release of quarter results on after the bell on August 25.

Salesforce (CRM) August weekly call option implied volatility is at 73, September is at 36; compared to its 52-week range of 23 to 51 into the expected release of quarter results on after the bell on August 25.

Splunk (SPLK) August weekly call option implied volatility is at 108, September is at 51; compared to its 52-week range of 32 to 63 into the expected release of quarter results on after the bell on August 25. Call put ratio 8 calls to 1 put with focus on January 160 calls.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 91, September is at 44; compared to its 52-week range of 27 to 59 into the expected release of quarter results on August 26. Call put ratio 3.4 calls to 1 put.

Marvell Technology (MRVL) August weekly call option implied volatility is at 84, September is at 40; compared to its 52-week range of 30 to 68 into the expected release of quarter results on August 26. Call put ratio 2.4 calls to 1 put.

Williams-Sonoma (WSM) September call option implied volatility is at 50, October is at 42; compared to its 52-week range of 32 to 65 into the expected release of quarter results on August 26. Call put ratio 1.9 calls to 1 put.

Gap, Inc. (GPS) August weekly call option implied volatility is at 134, September is at 65; compared to its 52-week range of 41 to 85 into the expected release of quarter results on August 26. Call put ratio 3.4 calls to 1 put.

Increasing unusual option volume: TRIL CARA PANW BXRX
Increasing unusual call option volume: CARA PANW BXRX TRIL MCHI BBY
Increasing unusual put option volume: BITF PANW TTCF NVS TSP XLP BBY
Options with decreasing option implied: BABA MUDS TPGY SAVA MDT BBY KSS TPR FL TGT IPOF
Active options: BABA AAPL PFE AMD NVDA F TSLA JD ABNB PLTR CCL BIDU UBER NIO CRWD AMC BAC PDD MSFT RBLX